-65.5%
TTD vs FFIV
+28.8%
-94.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.2% | +13.2% | +14.8% |
| 7D | +19.0% | -2.1% | +21.1% | +19.7% |
| 30D | +23.6% | -33.8% | +57.4% | +37.7% |
| 3M | +8.2% | -20.6% | +28.8% | +10.9% |
| 6M | -35.3% | -10.2% | -25.1% | -37.2% |
| YTD | -60.7% | +24.5% | -85.2% | -66.3% |
| All | -65.5% | +28.8% | -94.3% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling